NYMEX Light Sweet Crude Oil Future December 2008
Trading Metrics calculated at close of trading on 27-Mar-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2008 |
27-Mar-2008 |
Change |
Change % |
Previous Week |
Open |
98.75 |
102.11 |
3.36 |
3.4% |
103.59 |
High |
102.20 |
103.14 |
0.94 |
0.9% |
105.00 |
Low |
98.75 |
101.15 |
2.40 |
2.4% |
95.83 |
Close |
101.85 |
102.79 |
0.94 |
0.9% |
98.14 |
Range |
3.45 |
1.99 |
-1.46 |
-42.3% |
9.17 |
ATR |
2.98 |
2.91 |
-0.07 |
-2.4% |
0.00 |
Volume |
24,998 |
23,548 |
-1,450 |
-5.8% |
106,001 |
|
Daily Pivots for day following 27-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
108.33 |
107.55 |
103.88 |
|
R3 |
106.34 |
105.56 |
103.34 |
|
R2 |
104.35 |
104.35 |
103.15 |
|
R1 |
103.57 |
103.57 |
102.97 |
103.96 |
PP |
102.36 |
102.36 |
102.36 |
102.56 |
S1 |
101.58 |
101.58 |
102.61 |
101.97 |
S2 |
100.37 |
100.37 |
102.43 |
|
S3 |
98.38 |
99.59 |
102.24 |
|
S4 |
96.39 |
97.60 |
101.70 |
|
|
Weekly Pivots for week ending 21-Mar-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127.17 |
121.82 |
103.18 |
|
R3 |
118.00 |
112.65 |
100.66 |
|
R2 |
108.83 |
108.83 |
99.82 |
|
R1 |
103.48 |
103.48 |
98.98 |
101.57 |
PP |
99.66 |
99.66 |
99.66 |
98.70 |
S1 |
94.31 |
94.31 |
97.30 |
92.40 |
S2 |
90.49 |
90.49 |
96.46 |
|
S3 |
81.32 |
85.14 |
95.62 |
|
S4 |
72.15 |
75.97 |
93.10 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
111.60 |
2.618 |
108.35 |
1.618 |
106.36 |
1.000 |
105.13 |
0.618 |
104.37 |
HIGH |
103.14 |
0.618 |
102.38 |
0.500 |
102.15 |
0.382 |
101.91 |
LOW |
101.15 |
0.618 |
99.92 |
1.000 |
99.16 |
1.618 |
97.93 |
2.618 |
95.94 |
4.250 |
92.69 |
|
|
Fisher Pivots for day following 27-Mar-2008 |
Pivot |
1 day |
3 day |
R1 |
102.58 |
101.85 |
PP |
102.36 |
100.91 |
S1 |
102.15 |
99.98 |
|